Several studies have reported associations of hypertension with cancer, but not all results were conclusive. We examined the association of systolic (SBP) and diastolic (DBP) blood pressure with the development of incident cancer at all anatomical sites in the European Prospective Investigation into Cancer and Nutrition (EPIC). Hazard ratios (HRs) (95% confidence intervals) were estimated using multivariable Cox proportional hazards models, stratified by EPIC‐participating center and age at recruitment, and adjusted for sex, education, smoking, body mass index, physical activity, diabetes and dietary (in women also reproductive) factors. The study included 307,318 men and women, with an average follow‐up of 13.7 (standard deviation 4.4) years and 39,298 incident cancers. We confirmed the expected positive association with renal cell carcinoma: HR = 1.12 (1.08–1.17) per 10 mm Hg higher SBP and HR = 1.23 (1.14–1.32) for DBP. We additionally found positive associations for esophageal squamous cell carcinoma (SCC): HR = 1.16 (1.07–1.26) (SBP), HR = 1.31 (1.13–1.51) (DBP), weaker for head and neck cancers: HR = 1.08 (1.04–1.12) (SBP), HR = 1.09 (1.01–1.17) (DBP) and, similarly, for skin SCC, colon cancer, postmenopausal breast cancer and uterine adenocarcinoma (AC), but not for esophageal AC, lung SCC, lung AC or uterine endometroid cancer. We observed weak inverse associations of SBP with cervical SCC: HR = 0.91 (0.82–1.00) and lymphomas: HR = 0.97 (0.93–1.00). There were no consistent associations with cancers in other locations. Our results are largely compatible with published studies and support weak associations of blood pressure with cancers in specific locations and morphologies.